+295.4%
CHTR vs RBA
+486.0%
-190.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.4% | +4.1% |
| 7D | +17.2% | +1.7% | +15.5% | +16.8% |
| 30D | +31.6% | +8.3% | +23.3% | +29.2% |
| 3M | -11.6% | +10.5% | -22.1% | -13.7% |
| 6M | -3.3% | -5.9% | +2.6% | -2.5% |
| YTD | -33.7% | -6.9% | -26.8% | -33.3% |
| 1Y | -32.4% | -4.9% | -27.6% | -32.4% |
| 3Y | -65.9% | +64.5% | -130.4% | -70.3% |
| 5Y | -79.9% | +46.1% | -126.0% | -82.3% |
| 10Y | -49.2% | +208.2% | -257.4% | -63.5% |
| All | +295.4% | +486.0% | -190.6% | +130.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RBA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling